-53.6%
Z vs BOXX
+4.1%
-57.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | 0.0% | +9.4% | +9.5% |
| 7D | +10.2% | +0.1% | +10.1% | +10.4% |
| 30D | +23.7% | +0.4% | +23.3% | +24.2% |
| 3M | -6.6% | +1.0% | -7.6% | -9.5% |
| 6M | -23.0% | +2.0% | -25.0% | -30.5% |
| YTD | -50.3% | +3.3% | -53.6% | -58.3% |
| 1Y | -53.6% | +4.1% | -57.6% | -64.8% |
| All | -53.6% | +4.1% | -57.6% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BOXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling